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Senior Manager Market Risk Methodology

Bengaluru, KA
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  • Banking & Finance
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Job Details

Job DescriptionPlease find below the description of the position that is available in our Market Risk Management team based in Bangalore.Job Description- Work alongside the VaR team to improve the calculation of Counterparty Risk- Assist with analysis and closure of model validation tasks and for models for which the team is responsible- Review the results of the back testing process, liaising with internal teams to understand and analyse exceptions from a PnL and VaR perspective- Identify opportunities to streamline and automate daily manual processes, and work with Risk IT to implement these improvements.- Working on ad hoc projects to improve productivity and efficiency - Managing a team of 10 people, which includes day to day activities, escalations and also career progressionSkills Required- Minimum of 9 years of experience in the risk space, with at least 7 years in the Market risk space- Good knowledge of VBA & SQL, along with thorough knowledge of MS Excel and Access- Should have experience with OTC Derivatives (credit, equity, loans, etc). Having a working knowledge of Basel regulations is a plus- Should have experience on working on pricing models such asa) Computation of risk metrics (e.g VaR, EPE, PFE, Greeks)b) Market Risk (or Counterparty) historic VaR calculations- Advanced degree from top tier university in Mathematics, Statistics, Economics or Finance. FRM & CFA candidates are preferred- Experience in project management is an additional advantage
Degree: MBA/ PGDM

Additional Degree: BA (Arts) | B.Sc. (Science)

Experience: 9-14


Project/Structured Finance | Risk/Credit/Economic Analyst
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